{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE6.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 8 Jul 2016, 21:27:41
{txt}
{com}. drop _all
{txt}
{com}. clear
{txt}
{com}. set more off
{txt}
{com}. set seed 13
{txt}
{com}. matrix medLRP = J(5,4,0)
{txt}
{com}. matrix confidLRP = J(5,8,0)
{txt}
{com}. matrix meanRR = J(5,4,0)
{txt}
{com}. // The local commands below set all the parameters for the experiments.
. local beffect = 0 // This variable controls the degree of correlation between
{txt}
{com}.                   // between x and the fixed effect.  When beffect = 0, there
.                                   // is no omitted variable bias.  As beffect increases,
.                                   // omitted variable bias increases.
. local numN = 50 // This sets the number of cross-sectional units
{txt}
{com}. local numT = 30 // This sets the number of time observations per unit
{txt}
{com}. local numNT = `numN'*`numT' // This sets the total number of observations
{txt}
{com}. local beta0 = 0 // This sets the intercept term
{txt}
{com}. local betax = 1 // This sets the slope coefficient for x
{txt}
{com}. local reps = 10000
{txt}
{com}. 
. local i = 1
{txt}
{com}. foreach betay in 0.60 0.70 0.80 0.90 0.95 {c -(}
{txt}  2{com}.       simulate DFELRP = r(DFELRP) pDFELRP = r(pDFELRP) /// 
>              AHLRP = r(AHLRP) pAHLRP = r(pAHLRP) DGMMLRP = r(DGMMLRP) ///
>              pDGMMLRP = r(pDGMMLRP) SGMMLRP = r(SGMMLRP) pSGMMLRP = r(pSGMMLRP) , ///
>          reps(`reps'): DPDprog, betay(`betay') betax(`betax') beta0(`beta0') ///
>                  numN(`numN') numT(`numT') numNT(`numNT') beffect(`beffect')
{txt}  3{com}.                  
.           summ DFELRP, detail
{txt}  4{com}.       matrix medLRP[`i',1] = r(p50)
{txt}  5{com}.       matrix confidLRP[`i',1] = r(p5)
{txt}  6{com}.       matrix confidLRP[`i',2] = r(p95)
{txt}  7{com}.           generate RRDFELRP = 0
{txt}  8{com}.       replace RRDFELRP = 1 if pDFELRP < 0.05  
{txt}  9{com}.           summ RRDFELRP, meanonly
{txt} 10{com}.       matrix meanRR[`i', 1] = r(mean)
{txt} 11{com}.                  
.                  
.       summ AHLRP, detail
{txt} 12{com}.       matrix medLRP[`i',2] = r(p50)
{txt} 13{com}.       matrix confidLRP[`i',3] = r(p5)
{txt} 14{com}.       matrix confidLRP[`i',4] = r(p95)
{txt} 15{com}.           generate RRAHLRP = 0
{txt} 16{com}.       replace RRAHLRP = 1 if pAHLRP < 0.05  
{txt} 17{com}.           summ RRAHLRP, meanonly
{txt} 18{com}.       matrix meanRR[`i', 2] = r(mean)
{txt} 19{com}.           
.       summ DGMMLRP, detail
{txt} 20{com}.       matrix medLRP[`i',3] = r(p50)
{txt} 21{com}.       matrix confidLRP[`i',5] = r(p5)
{txt} 22{com}.       matrix confidLRP[`i',6] = r(p95)
{txt} 23{com}.           generate RRDGMMLRP = 0
{txt} 24{com}.       replace RRDGMMLRP = 1 if pDGMMLRP < 0.05  
{txt} 25{com}.           summ RRDGMMLRP, meanonly
{txt} 26{com}.       matrix meanRR[`i', 3] = r(mean)
{txt} 27{com}.                   
.       summ SGMMLRP, detail
{txt} 28{com}.       matrix medLRP[`i',4] = r(p50)
{txt} 29{com}.       matrix confidLRP[`i',7] = r(p5)
{txt} 30{com}.       matrix confidLRP[`i',8] = r(p95)
{txt} 31{com}.           generate RRSGMMLRP = 0
{txt} 32{com}.       replace RRSGMMLRP = 1 if pSGMMLRP < 0.05  
{txt} 33{com}.           summ RRSGMMLRP, meanonly
{txt} 34{com}.       matrix meanRR[`i', 4] = r(mean)
{txt} 35{com}.           
.       local `++i'
{txt} 36{com}.    {c )-}
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}DPDprog, betay(0.60) betax(1) beta0(0) numN(50) numT(30) numNT(1500) beffect(0){p_end}
{p2colset 8 17 21 2}{...}
{p2col :DFELRP:}{res:r(DFELRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :pDFELRP:}{res:r(pDFELRP)}{p_end}
{p2colset 9 17 21 2}{...}
{p2col :AHLRP:}{res:r(AHLRP)}{p_end}
{p2colset 8 17 21 2}{...}
{p2col :pAHLRP:}{res:r(pAHLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :DGMMLRP:}{res:r(DGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pDGMMLRP:}{res:r(pDGMMLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :SGMMLRP:}{res:r(SGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pSGMMLRP:}{res:r(pSGMMLRP)}{p_end}

Simulations ({res}10000{txt})
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                          r(DFELRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.612438       1.348976
{txt} 5%    {res} 1.723959        1.41417
{txt}10%    {res} 1.787025        1.46688       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.882301       1.469488       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.996677                      {txt}Mean          {res} 2.005755
                        {txt}Largest       Std. Dev.     {res} .1788825
{txt}75%    {res} 2.123074        2.68558
{txt}90%    {res} 2.238848       2.705961       {txt}Variance      {res} .0319989
{txt}95%    {res} 2.308048       2.827856       {txt}Skewness      {res} .2364561
{txt}99%    {res} 2.457638       2.918556       {txt}Kurtosis      {res} 3.172006
{txt}(7,819 real changes made)

                          r(AHLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}  1.02204      -10232.15
{txt} 5%    {res} 1.358243      -2164.958
{txt}10%    {res} 1.540377      -1303.493       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.848066      -1057.608       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.374267                      {txt}Mean          {res} 3.543943
                        {txt}Largest       Std. Dev.     {res}  225.552
{txt}75%    {res} 3.231406       546.4594
{txt}90%    {res} 4.670214       760.4212       {txt}Variance      {res} 50873.68
{txt}95%    {res} 6.301425       1150.344       {txt}Skewness      {res} 58.43483
{txt}99%    {res} 15.65411       19825.63       {txt}Kurtosis      {res} 6391.508
{txt}(914 real changes made)

                         r(DGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.712478        1.50787
{txt} 5%    {res} 1.828751       1.514606
{txt}10%    {res} 1.897177        1.55649       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.020287       1.560782       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.158736                      {txt}Mean          {res}  2.17173
                        {txt}Largest       Std. Dev.     {res} .2191808
{txt}75%    {res} 2.311268       3.035592
{txt}90%    {res} 2.456889        3.07665       {txt}Variance      {res} .0480402
{txt}95%    {res} 2.549092       3.130557       {txt}Skewness      {res} .3297252
{txt}99%    {res} 2.733554       3.161871       {txt}Kurtosis      {res} 3.241863
{txt}(4,057 real changes made)

                         r(SGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.866686       1.528864
{txt} 5%    {res} 2.003131       1.655651
{txt}10%    {res} 2.082749       1.662358       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.219897       1.670294       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.380634                      {txt}Mean          {res} 2.399514
                        {txt}Largest       Std. Dev.     {res} .2603927
{txt}75%    {res} 2.563759       3.590367
{txt}90%    {res} 2.737955       3.632742       {txt}Variance      {res} .0678043
{txt}95%    {res} 2.849109       3.851754       {txt}Skewness      {res} .4426813
{txt}99%    {res} 3.088876       3.944546       {txt}Kurtosis      {res} 3.541792
{txt}(1,646 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}DPDprog, betay(0.70) betax(1) beta0(0) numN(50) numT(30) numNT(1500) beffect(0){p_end}
{p2colset 8 17 21 2}{...}
{p2col :DFELRP:}{res:r(DFELRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :pDFELRP:}{res:r(pDFELRP)}{p_end}
{p2colset 9 17 21 2}{...}
{p2col :AHLRP:}{res:r(AHLRP)}{p_end}
{p2colset 8 17 21 2}{...}
{p2col :pAHLRP:}{res:r(pAHLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :DGMMLRP:}{res:r(DGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pDGMMLRP:}{res:r(pDGMMLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :SGMMLRP:}{res:r(SGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pSGMMLRP:}{res:r(pSGMMLRP)}{p_end}

Simulations ({res}10000{txt})
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                          r(DFELRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.916147        1.68534
{txt} 5%    {res} 2.060177        1.68986
{txt}10%    {res} 2.133883       1.722036       {txt}Obs         {res}     10,000
{txt}25%    {res}  2.26898       1.723979       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.427164                      {txt}Mean          {res} 2.439298
                        {txt}Largest       Std. Dev.     {res} .2458088
{txt}75%    {res} 2.594056        3.36022
{txt}90%    {res} 2.759502       3.404424       {txt}Variance      {res} .0604219
{txt}95%    {res} 2.868673       3.429129       {txt}Skewness      {res} .3106878
{txt}99%    {res} 3.068656       3.483366       {txt}Kurtosis      {res} 3.167245
{txt}(9,205 real changes made)

                          r(AHLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-55.64811      -5327.639
{txt} 5%    {res}-4.233658      -2037.629
{txt}10%    {res} 1.328048      -1327.426       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.903564      -1216.122       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.754543                      {txt}Mean          {res} 6.923166
                        {txt}Largest       Std. Dev.     {res} 418.0507
{txt}75%    {res} 4.331353       1719.232
{txt}90%    {res} 7.916533       1722.406       {txt}Variance      {res} 174766.4
{txt}95%    {res} 13.54728       5606.096       {txt}Skewness      {res} 92.66696
{txt}99%    {res}  50.2939       40757.65       {txt}Kurtosis      {res} 9036.538
{txt}(1,468 real changes made)

                         r(DGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.006989       1.639732
{txt} 5%    {res} 2.190078       1.689699
{txt}10%    {res} 2.286434       1.767167       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.458101       1.771493       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.661967                      {txt}Mean          {res} 2.680563
                        {txt}Largest       Std. Dev.     {res}  .322874
{txt}75%    {res}  2.87786       4.104018
{txt}90%    {res} 3.106561       4.139739       {txt}Variance      {res} .1042476
{txt}95%    {res}  3.24894        4.14275       {txt}Skewness      {res} .4004408
{txt}99%    {res} 3.528946       4.301322       {txt}Kurtosis      {res} 3.359219
{txt}(5,872 real changes made)

                         r(SGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.302994       1.892394
{txt} 5%    {res} 2.507559       1.988231
{txt}10%    {res} 2.639501       2.018538       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.851196       2.046514       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 3.116266                      {txt}Mean          {res} 3.147409
                        {txt}Largest       Std. Dev.     {res} .4232519
{txt}75%    {res} 3.402799       5.085772
{txt}90%    {res} 3.702172       5.150092       {txt}Variance      {res} .1791421
{txt}95%    {res} 3.896737       5.194303       {txt}Skewness      {res} .5260947
{txt}99%    {res} 4.299762       5.238405       {txt}Kurtosis      {res}  3.62985
{txt}(1,966 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}DPDprog, betay(0.80) betax(1) beta0(0) numN(50) numT(30) numNT(1500) beffect(0){p_end}
{p2colset 8 17 21 2}{...}
{p2col :DFELRP:}{res:r(DFELRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :pDFELRP:}{res:r(pDFELRP)}{p_end}
{p2colset 9 17 21 2}{...}
{p2col :AHLRP:}{res:r(AHLRP)}{p_end}
{p2colset 8 17 21 2}{...}
{p2col :pAHLRP:}{res:r(pAHLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :DGMMLRP:}{res:r(DGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pDGMMLRP:}{res:r(pDGMMLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :SGMMLRP:}{res:r(SGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pSGMMLRP:}{res:r(pSGMMLRP)}{p_end}

Simulations ({res}10000{txt})
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                          r(DFELRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.308205        2.00215
{txt} 5%    {res}    2.512       2.025407
{txt}10%    {res} 2.640269       2.029217       {txt}Obs         {res}     10,000
{txt}25%    {res}  2.84118       2.050222       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 3.073657                      {txt}Mean          {res} 3.100016
                        {txt}Largest       Std. Dev.     {res} .3756497
{txt}75%    {res} 3.338144       4.590189
{txt}90%    {res} 3.587121       4.615262       {txt}Variance      {res} .1411127
{txt}95%    {res} 3.750637       4.618758       {txt}Skewness      {res} .3493541
{txt}99%    {res} 4.088841       4.740076       {txt}Kurtosis      {res} 3.286526
{txt}(9,864 real changes made)

                          r(AHLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-87.83274       -16871.6
{txt} 5%    {res}-14.35445      -1948.299
{txt}10%    {res}-6.059121      -1701.469       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.263618      -1185.815       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.401183                      {txt}Mean          {res} 4.173075
                        {txt}Largest       Std. Dev.     {res} 365.8766
{txt}75%    {res} 4.508231        1110.76
{txt}90%    {res} 9.670417        1256.53       {txt}Variance      {res} 133865.7
{txt}95%    {res} 18.34682       3039.507       {txt}Skewness      {res} 56.28889
{txt}99%    {res}  89.4145       31868.21       {txt}Kurtosis      {res} 6207.124
{txt}(2,739 real changes made)

                         r(DGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.360042       1.878726
{txt} 5%    {res} 2.625597       1.963759
{txt}10%    {res} 2.782634       1.980206       {txt}Obs         {res}     10,000
{txt}25%    {res} 3.057761       1.988221       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 3.386175                      {txt}Mean          {res} 3.432389
                        {txt}Largest       Std. Dev.     {res} .5375838
{txt}75%    {res} 3.764307       5.917466
{txt}90%    {res} 4.136669       6.058052       {txt}Variance      {res} .2889964
{txt}95%    {res} 4.365559       6.347476       {txt}Skewness      {res}  .550753
{txt}99%    {res} 4.879296        6.40424       {txt}Kurtosis      {res} 3.759702
{txt}(8,066 real changes made)

                         r(SGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.044182       2.440244
{txt} 5%    {res} 3.431031       2.474666
{txt}10%    {res} 3.670934       2.481663       {txt}Obs         {res}     10,000
{txt}25%    {res} 4.081789       2.555526       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 4.620742                      {txt}Mean          {res} 4.745615
                        {txt}Largest       Std. Dev.     {res} .9512508
{txt}75%    {res} 5.267882        10.7095
{txt}90%    {res} 5.979309       10.78608       {txt}Variance      {res} .9048781
{txt}95%    {res} 6.517055       11.81286       {txt}Skewness      {res} .9635239
{txt}99%    {res}  7.52688       12.50407       {txt}Kurtosis      {res} 5.200716
{txt}(2,128 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}DPDprog, betay(0.90) betax(1) beta0(0) numN(50) numT(30) numNT(1500) beffect(0){p_end}
{p2colset 8 17 21 2}{...}
{p2col :DFELRP:}{res:r(DFELRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :pDFELRP:}{res:r(pDFELRP)}{p_end}
{p2colset 9 17 21 2}{...}
{p2col :AHLRP:}{res:r(AHLRP)}{p_end}
{p2colset 8 17 21 2}{...}
{p2col :pAHLRP:}{res:r(pAHLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :DGMMLRP:}{res:r(DGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pDGMMLRP:}{res:r(pDGMMLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :SGMMLRP:}{res:r(SGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pSGMMLRP:}{res:r(pSGMMLRP)}{p_end}

Simulations ({res}10000{txt})
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                          r(DFELRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.006638       2.305856
{txt} 5%    {res} 3.304469       2.398773
{txt}10%    {res} 3.479979       2.529894       {txt}Obs         {res}     10,000
{txt}25%    {res} 3.804523       2.567983       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 4.231697                      {txt}Mean          {res} 4.280679
                        {txt}Largest       Std. Dev.     {res} .6678375
{txt}75%    {res} 4.683555       7.710833
{txt}90%    {res} 5.147028       7.755669       {txt}Variance      {res}  .446007
{txt}95%    {res} 5.450657       8.266126       {txt}Skewness      {res} .6397375
{txt}99%    {res} 6.147529       8.904108       {txt}Kurtosis      {res} 3.994384
{txt}(9,992 real changes made)

                          r(AHLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-52.74064      -5017.016
{txt} 5%    {res}-10.40275      -4792.168
{txt}10%    {res}-4.383366       -1729.35       {txt}Obs         {res}     10,000
{txt}25%    {res} .0112516      -1203.781       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.065704                      {txt}Mean          {res} .9903541
                        {txt}Largest       Std. Dev.     {res} 98.37879
{txt}75%    {res} 2.548495       1691.265
{txt}90%    {res} 6.127343       1827.145       {txt}Variance      {res} 9678.386
{txt}95%    {res} 11.81831        2223.19       {txt}Skewness      {res}-15.48461
{txt}99%    {res} 50.49758       4102.028       {txt}Kurtosis      {res} 1613.221
{txt}(5,997 real changes made)

                         r(DGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.798018       2.153941
{txt} 5%    {res} 3.201074       2.212524
{txt}10%    {res} 3.431286       2.261541       {txt}Obs         {res}     10,000
{txt}25%    {res} 3.871771       2.291408       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 4.450211                      {txt}Mean          {res} 4.578712
                        {txt}Largest       Std. Dev.     {res} 1.020738
{txt}75%    {res} 5.124866       11.31928
{txt}90%    {res} 5.878546        13.1014       {txt}Variance      {res} 1.041907
{txt}95%    {res} 6.408963       13.14582       {txt}Skewness      {res} 1.182095
{txt}99%    {res} 7.659427       15.25778       {txt}Kurtosis      {res} 7.013254
{txt}(9,705 real changes made)

                         r(SGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.746579      -123.1052
{txt} 5%    {res} 6.949915        3.77367
{txt}10%    {res} 7.751054       3.870136       {txt}Obs         {res}     10,000
{txt}25%    {res} 9.375673       4.168814       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 11.91112                      {txt}Mean          {res} 13.42901
                        {txt}Largest       Std. Dev.     {res} 7.465677
{txt}75%    {res}  15.4569       130.3112
{txt}90%    {res} 20.32338       146.6824       {txt}Variance      {res} 55.73633
{txt}95%    {res} 24.06344       155.2294       {txt}Skewness      {res} 5.610112
{txt}99%    {res} 39.68182       207.7579       {txt}Kurtosis      {res} 108.5601
{txt}(701 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}DPDprog, betay(0.95) betax(1) beta0(0) numN(50) numT(30) numNT(1500) beffect(0){p_end}
{p2colset 8 17 21 2}{...}
{p2col :DFELRP:}{res:r(DFELRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :pDFELRP:}{res:r(pDFELRP)}{p_end}
{p2colset 9 17 21 2}{...}
{p2col :AHLRP:}{res:r(AHLRP)}{p_end}
{p2colset 8 17 21 2}{...}
{p2col :pAHLRP:}{res:r(pAHLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :DGMMLRP:}{res:r(DGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pDGMMLRP:}{res:r(pDGMMLRP)}{p_end}
{p2colset 7 17 21 2}{...}
{p2col :SGMMLRP:}{res:r(SGMMLRP)}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :pSGMMLRP:}{res:r(pSGMMLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                          r(DFELRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.970605       3.103567
{txt} 5%    {res} 4.459768       3.255964
{txt}10%    {res} 4.748077       3.334259       {txt}Obs         {res}     10,000
{txt}25%    {res} 5.296657       3.362757       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 5.981846                      {txt}Mean          {res}  6.11812
                        {txt}Largest       Std. Dev.     {res} 1.170776
{txt}75%    {res} 6.791915       13.07783
{txt}90%    {res} 7.635388       13.27182       {txt}Variance      {res} 1.370716
{txt}95%    {res} 8.203419       13.47801       {txt}Skewness      {res}  .827428
{txt}99%    {res} 9.529489       15.21053       {txt}Kurtosis      {res} 4.648135
{txt}(9,996 real changes made)

                          r(AHLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-38.63687      -1266.729
{txt} 5%    {res}-7.279367      -995.9127
{txt}10%    {res}-3.264357      -668.8882       {txt}Obs         {res}     10,000
{txt}25%    {res}-.0405079      -648.3187       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} .6158045                      {txt}Mean          {res} 1.651434
                        {txt}Largest       Std. Dev.     {res} 68.24765
{txt}75%    {res} 1.843924       866.5204
{txt}90%    {res} 4.544466       1269.047       {txt}Variance      {res} 4657.742
{txt}95%    {res} 9.005426        4010.89       {txt}Skewness      {res} 42.60823
{txt}99%    {res} 41.63379       4126.501       {txt}Kurtosis      {res} 2568.518
{txt}(7,595 real changes made)

                         r(DGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.962881       2.917392
{txt} 5%    {res} 4.625685       2.940821
{txt}10%    {res} 5.045968       2.997905       {txt}Obs         {res}     10,000
{txt}25%    {res} 5.893032       3.007598       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 7.025805                      {txt}Mean          {res} 7.386844
                        {txt}Largest       Std. Dev.     {res} 2.209153
{txt}75%    {res} 8.452778        23.7654
{txt}90%    {res} 10.05049       24.93073       {txt}Variance      {res} 4.880359
{txt}95%    {res} 11.29679       27.91419       {txt}Skewness      {res} 1.717623
{txt}99%    {res} 14.88307       37.36341       {txt}Kurtosis      {res} 10.93294
{txt}(9,642 real changes made)

                         r(SGMMLRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-2506.966      -140994.3
{txt} 5%    {res} -507.176      -73175.61
{txt}10%    {res}-239.4261      -67150.23       {txt}Obs         {res}     10,000
{txt}25%    {res} 23.02751      -41693.14       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 58.74456                      {txt}Mean          {res} 273.2377
                        {txt}Largest       Std. Dev.     {res} 21734.87
{txt}75%    {res} 122.9513       38810.94
{txt}90%    {res}   305.94       72280.05       {txt}Variance      {res} 4.72e+08
{txt}95%    {res} 597.5117       299534.1       {txt}Skewness      {res} 95.29554
{txt}99%    {res} 2723.999        2137295       {txt}Kurtosis      {res} 9351.298
{txt}(215 real changes made)

{com}. 
. // These commands print out the results
. matrix colnames medLRP = DFELRP(50) AHLRP(p50) DGMMLRP(p50) SGMMLRP(p50)
{txt}
{com}. matrix rownames medLRP = B60 B70 B80 B90 B95
{txt}
{com}. matrix colnames confidLRP = DFELRP(p5) DFELRP(p95) AHLRP(p5) AHLRP(p95) /// 
>                 DGMMLRP(p5) DGMMLRP(p95) SGMMLRP(p5) SGMMLRP(p95)
{txt}
{com}. matrix rownames confidLRP = B60 B70 B80 B90 B95
{txt}
{com}. matrix colnames meanRR = DFELRP AHLRP DGMMLRP  SGMMLRP
{txt}
{com}. matrix rownames meanRR = B60 B70 B80 B90 B95
{txt}
{com}. matrix list medLRP
{res}
{txt}medLRP[5,4]
       DFELRP(50)    AHLRP(p50)  DGMMLRP(p50)  SGMMLRP(p50)
B60 {res}    1.9966773     2.3742666      2.158736     2.3806344
{txt}B70 {res}    2.4271637     2.7545431     2.6619666     3.1162663
{txt}B80 {res}    3.0736573     2.4011828     3.3861746     4.6207416
{txt}B90 {res}    4.2316973     1.0657041     4.4502108     11.911122
{txt}B95 {res}    5.9818456     .61580449     7.0258048     58.744562
{reset}
{com}. matrix list confidLRP
{res}
{txt}confidLRP[5,8]
       DFELRP(p5)   DFELRP(p95)     AHLRP(p5)    AHLRP(p95)   DGMMLRP(p5)  DGMMLRP(p95)   SGMMLRP(p5)  SGMMLRP(p95)
B60 {res}    1.7239588     2.3080475     1.3582433     6.3014252     1.8287514     2.5490916     2.0031309     2.8491091
{txt}B70 {res}    2.0601774     2.8686732    -4.2336576     13.547275      2.190078     3.2489401     2.5075588     3.8967365
{txt}B80 {res}    2.5119996     3.7506366    -14.354453     18.346822     2.6255968     4.3655591     3.4310305     6.5170546
{txt}B90 {res}    3.3044688     5.4506567    -10.402754     11.818307     3.2010739     6.4089634     6.9499147     24.063441
{txt}B95 {res}    4.4597683     8.2034192     -7.279367     9.0054264     4.6256855     11.296788    -507.17604     597.51172
{reset}
{com}. matrix list meanRR
{res}
{txt}meanRR[5,4]
      DFELRP    AHLRP  DGMMLRP  SGMMLRP
B60 {res}   .7819    .0914    .4057    .1646
{txt}B70 {res}   .9205    .1468    .5872    .1966
{txt}B80 {res}   .9864    .2739    .8066    .2128
{txt}B90 {res}   .9992    .5997    .9705    .0701
{txt}B95 {res}   .9996    .7595    .9642    .0215
{reset}
{com}. 
. 
. etime
{res}Elapsed time is 2 hours 28 minutes 9 seconds 
{txt}
{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE6.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res} 8 Jul 2016, 23:55:50
{txt}{.-}
{smcl}
{txt}{sf}{ul off}